-3.5%
FSLY vs DTE
+57.3%
-60.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | +12.5% | -2.6% | +15.1% | +13.2% |
| 30D | -18.8% | -4.4% | -14.4% | -18.0% |
| 3M | +22.7% | -8.3% | +31.0% | +24.8% |
| 6M | -3.7% | -8.1% | +4.4% | -2.7% |
| YTD | +127.5% | +4.4% | +123.1% | +121.2% |
| 1Y | +193.5% | +0.2% | +193.4% | +188.9% |
| 3Y | -1.3% | +42.6% | -43.9% | -13.8% |
| 5Y | -47.3% | +31.5% | -78.8% | -53.5% |
| All | -3.5% | +57.3% | -60.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling